The emperor's new clothes: a critique of the multivariate t regression model

DOI10.1111/1467-9574.00055zbMath0929.62062OpenAlexW2041030331MaRDI QIDQ4372930

Trevor S. Breusch, J. C. Robertson, A. H. Welsh

Publication date: 31 January 2000

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00055

zbMATH Keywords

data analysismaximum likelihoodrobust inferencemultivariate Student-\(t\) distributiondegrees of freedom estimation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (11)

TAIL DEPENDENCE OF OLS ⋮ GTL regression: a linear model with skewed and thick-tailed disturbances ⋮ An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators ⋮ On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions ⋮ Flexible linear mixed models with improper priors for longitudinal and survival data ⋮ ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS ⋮ Robustness for general design mixed models using thet-distribution ⋮ Bayesian residual analysis for spatially correlated data ⋮ On distance-type Gaussian estimation ⋮ Bayesian variable selection in linear regression models with non-normal errors ⋮ Joint modelling of location and scale parameters of the t distribution

This page was built for publication: The emperor's new clothes: a critique of the multivariate t regression model